+144.1%
UMC vs MDY
+46.3%
+97.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.6% |
| 7D | +9.0% | -1.9% | +10.9% | +11.0% |
| 30D | +17.2% | -4.6% | +21.9% | +22.7% |
| 3M | +11.4% | -1.2% | +12.6% | +13.2% |
| 6M | +137.5% | +9.2% | +128.3% | +121.1% |
| YTD | +193.1% | +13.1% | +180.1% | +163.3% |
| 1Y | +240.3% | +13.0% | +227.3% | +205.4% |
| 3Y | +262.2% | +49.2% | +213.0% | +137.9% |
| All | +144.1% | +46.3% | +97.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling